- ago
This may be a novice question but is there an indicator that just provides the return of a symbol? I wasn’t able to find one.
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Glitch8
 ( 9.28% )
- ago
#1
No, but if you can explain what you’re trying to accomplish maybe I can suggest a solution.
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- ago
#2
I'm not sure what you mean by "indicator". Are you asking how to plot the equity curve, which is profit over time? That's available as a backtester property in BacktestComplete{} or even Cleanup{}. See EquityCurve on https://www.wealth-lab.com/Support/ApiReference/Backtester There's also an Equity Curve tab that will show it to you.

You can get the overall return of the backtest from the Metrics Report.
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- ago
#3
My use case. In a rotation strategy I want to buy the top 3 symbols based on performance.
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Glitch8
 ( 9.28% )
- ago
#4
You could use ROC to measure performance?
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